+30.9%
KRE vs FSLY
-49.3%
+80.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.8% | -1.7% |
| 7D | -1.1% | +11.2% | -12.2% | -2.1% |
| 30D | -3.4% | -18.2% | +14.8% | -1.8% |
| 3M | +3.7% | +21.9% | -18.2% | +0.9% |
| 6M | +14.8% | +4.0% | +10.7% | +10.1% |
| YTD | +14.7% | +123.1% | -108.4% | -1.6% |
| 1Y | +16.0% | +196.9% | -180.9% | -5.6% |
| 3Y | +84.3% | -1.3% | +85.5% | +62.2% |
| 5Y | +30.9% | -50.2% | +81.1% | +11.7% |
| All | +30.9% | -49.3% | +80.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling